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Gaillardetz, Patrice

Author ID: gaillardetz.patrice Recent zbMATH articles by "Gaillardetz, Patrice"
Published as: Gaillardetz, Patrice; Gaillardetz, P.
External Links: MGP
Documents Indexed: 14 Publications since 1999, including 1 Additional arXiv Preprint
Co-Authors: 16 Co-Authors with 12 Joint Publications
108 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 44 times in 42 Documents Cited by Year
On two dependent individual risk models. Zbl 1055.91044
Cossette, Hélène; Gaillardetz, Patrice; Marceau, Étienne; Rioux, Jacques
21
2002
On life insurance reserves in a stochastic mortality and interest rates environment. Zbl 0941.91038
Marceau, Etienne; Gaillardetz, Patrice
8
1999
Common mixture in the individual risk model. Zbl 1187.91094
Cossette, H.; Gaillardetz, P.; Marceau, E.
3
2002
Modeling mortality and pricing life annuities with Lévy processes. Zbl 1348.62229
Ahmadi, Seyed Saeed; Gaillardetz, Patrice
3
2015
Valuation of equity-linked insurance and annuity products with binomial models. Zbl 1480.91204
Gaillardetz, Patrice; Lin, X. Sheldon
3
2006
Simulating from the Heston model: a gamma approximation scheme. Zbl 1322.91056
Bégin, Jean-François; Bédard, Mylène; Gaillardetz, Patrice
2
2015
Valuation of life insurance products under stochastic interest rates. Zbl 1141.91510
Gaillardetz, Patrice
2
2008
Partial hedging for equity-linked products using risk-minimizing strategies. Zbl 1414.91187
Gaillardetz, Patrice; Moghtadai, Mehran
1
2017
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. Zbl 1260.91235
Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne
1
2012
Partial hedging for equity-linked products using risk-minimizing strategies. Zbl 1414.91187
Gaillardetz, Patrice; Moghtadai, Mehran
1
2017
Modeling mortality and pricing life annuities with Lévy processes. Zbl 1348.62229
Ahmadi, Seyed Saeed; Gaillardetz, Patrice
3
2015
Simulating from the Heston model: a gamma approximation scheme. Zbl 1322.91056
Bégin, Jean-François; Bédard, Mylène; Gaillardetz, Patrice
2
2015
Equity-linked products: evaluation of the dynamic hedging errors under stochastic mortality. Zbl 1260.91235
Gaillardetz, Patrice; Li, Huan Yi; MacKay, Anne
1
2012
Valuation of life insurance products under stochastic interest rates. Zbl 1141.91510
Gaillardetz, Patrice
2
2008
Valuation of equity-linked insurance and annuity products with binomial models. Zbl 1480.91204
Gaillardetz, Patrice; Lin, X. Sheldon
3
2006
On two dependent individual risk models. Zbl 1055.91044
Cossette, Hélène; Gaillardetz, Patrice; Marceau, Étienne; Rioux, Jacques
21
2002
Common mixture in the individual risk model. Zbl 1187.91094
Cossette, H.; Gaillardetz, P.; Marceau, E.
3
2002
On life insurance reserves in a stochastic mortality and interest rates environment. Zbl 0941.91038
Marceau, Etienne; Gaillardetz, Patrice
8
1999
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Cited by 87 Authors

4 Marceau, Étienne
3 Denuit, Michel M.
3 Gaillardetz, Patrice
2 Bégin, Jean-François
2 Cossette, Hélène
2 Godin, Frédéric
2 Kolev, Nikolai
2 Parker, Gary B.
2 Valdez, Emiliano A.
1 Alexeev, Vitali
1 Anastasiadis, Simon
1 Apaydın, Ayşen
1 Artis, Manuel
1 Bahraoui, Zuhair
1 Barigou, Karim
1 Blanchet-Scalliet, Christophette
1 Bolancé, Catalina
1 Chen, Li
1 Chen, Wei-Kuang
1 Cheng, Gang
1 Christiansen, Marcus Christian
1 Chukova, Stefanka St.
1 Cousin, Areski
1 Cox, Samuel H. jun.
1 Date, Prasanna
1 Dhaene, Jan
1 Dorobantu, Diana
1 Fang, Jun
1 Gan, Guojun
1 Gebizlioğlu, Ömer L.
1 Genest, Christian
1 Guillen, Montserrat
1 Hamel, Emmanuel
1 Helwich, Marko
1 Hitaj, Asmerilda
1 Huang, Hong-Chih
1 Ignatieva, Katja
1 Jalen, Luka
1 Jevtić, Petar
1 Jiang, Fan
1 Kiriliouk, Anna
1 Kolkovska, Ekaterina Todorova
1 Kouarfate, Iro René
1 Kouritzin, Michael A.
1 Kuo, Weiyu
1 Laurent, Jean Paul
1 Lee, Yung-Tsung
1 Lefèvre, Claude
1 Li, Chen
1 Li, Ping
1 Li, Xiaohu
1 Liew, Chuin Ching
1 Lin, Luyao
1 Lin, X. Sheldon
1 Lin, Yijia
1 Liu, Yan
1 Liu, Yong
1 Liyanage, Thusitha
1 López-Mimbela, José Alfredo
1 Lu, Yi
1 Mackay, Anne
1 Mamon, Rogemar S.
1 Mercuri, Lorenzo
1 Mesfioui, Mhamed
1 Mtalai, Itre
1 Navarro, Jorge
1 Nolde, Natalia
1 Paiva, Delhi
1 Perreault, Samuel
1 Prieto, Faustino
1 Qin, Chengwei
1 Rroji, Edit
1 Salhi, Yahia
1 Sarabia, José María
1 Segers, Johan
1 Shi, Peng
1 Siu, Tak Kuen
1 Tank, Fatih
1 Torrado, Nuria
1 Trottier, Denis-Alexandre
1 Tsai, Chenghsien
1 Utev, Sergey
1 Veilleux, Déry
1 Wang, I-Chieh
1 Yang, Jingping
1 Yeo, Keng Leong
1 Zhou, Hongjuan

Citations by Year